A very general smooth degree- surface with has Picard group generated by its hyperplane class. The exceptional surfaces lie in a countable union of proper closed loci. A proof is given by Griffiths and Harris, "On the Noether-Lefschetz Theorem".
The Noether–Lefschetz theorem makes any curve class a positive multiple of the hyperplane class, with positive self-intersection. But the smooth rational-curve self-intersection on a projective hypersurface formula makes every smooth rational curve have self-intersection at most when the surface degree is at least four. Thus none exists. The smoothness condition is essential; this does not prohibit singular curves whose normalizations are rational.
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